He married Frances Isabella Catherine Vesey, daughter of Thomas Vesey, 3rd Viscount de Vesci, on 20 August 1861.
Known by the courtesy title Viscount Weymouth from birth, he was born at The Stable Yard, St James's, London, the eldest son of John Thynne, 4th Marquess of Bath, by the Honourable Frances Isabella Catherine Vesey, daughter of Thomas Vesey, 3rd Viscount de Vesci.
Thomas Vesey, 3rd Viscount de Vesci (1803–1875), Irish peer and Conservative politician
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Thomas Vesey Dawson (1819–1854), second son of the second Baron, was a Lieutenant-Colonel in the Coldstream Guards and fought in the Crimean War, where he was killed in action at the Battle of Inkerman in 1854.